+73.6%
SLB vs FRSH
-67.0%
+140.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.5% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +4.4% | -8.8% | +13.2% | +5.1% |
| 3M | -2.7% | +8.8% | -11.5% | -3.6% |
| 6M | -7.5% | +49.1% | -56.6% | -11.0% |
| YTD | +34.8% | +3.4% | +31.4% | +33.5% |
| 1Y | +44.6% | +8.8% | +35.7% | +42.4% |
| 3Y | +3.2% | -27.4% | +30.6% | +3.7% |
| 5Y | +73.6% | -66.4% | +140.0% | +75.6% |
| All | +73.6% | -67.0% | +140.6% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling